OverviewChartNewsTraderScreen

UniCredit Call 90 SNW 19.06.2024/  DE000HC30Z04  /

Frankfurt Zert./HVB
2024-06-04  7:26:43 PM Chg.0.000 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.160
Bid Size: 15,000		 0.180
Ask Size: 15,000		 SANOFI SA INHABER ... 90.00 - 2024-06-19 Call
 

Master data

WKN: HC30Z0
Issuer: UniCredit
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-19
Issue date: 2023-01-11
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.01
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.01
Implied volatility: 0.22
Historic volatility: 0.25
Parity: 0.01
Time value: 0.16
Break-even: 91.70
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.53
Theta: -0.06
Omega: 28.29
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.220
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+113.33%
1 Month
  -23.81%
3 Months
  -33.33%
YTD
  -69.23%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.075
1M High / 1M Low: 0.430 0.075
6M High / 6M Low: 0.890 0.075
High (YTD): 2024-01-12 0.890
Low (YTD): 2024-05-29 0.075
52W High: 2023-10-12 1.760
52W Low: 2024-05-29 0.075
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   0.781
Avg. volume 1Y:   0.000
Volatility 1M:   351.85%
Volatility 6M:   291.98%
Volatility 1Y:   232.70%
Volatility 3Y:   -